Chord Energy Corp

10-Year Study

CHRD.US · Energy · US · Common Stock

Executive Summary: Chord Energy Corp has compounded at 66.3% annually over the last 10 years, with a maximum drawdown of 98.2% and an annualized volatility of 65.2%.

1Y CAGR
+58.9%
3Y CAGR
+3.5%
5Y CAGR
+20.0%
10Y CAGR
+66.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
98.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
792066.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
149288637.77
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11422.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +1008.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -25.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.18.131.2-5.8————————44.5%
2025-3.81.6-0.1-20.01.17.613.90.9-9.6-8.74.9-1.2-16.4%
2024-7.55.711.9-0.76.5-9.62.4-12.1-12.3-3.93.1-8.3-25.0%
20234.8-6.13.45.72.810.12.03.90.42.0-0.42.535.0%
20227.5-1.712.6-9.322.4-23.420.211.4-3.411.92.0-10.334.2%
20211.151.75.130.714.713.5-5.1-5.214.821.3-0.25.1260.9%
2020-31.0-27.1-78.7100.0-34.363.0-14.7-12.5-50.0-60.730220.88.41008.7%
2019————-14.89.2-14.3-35.910.9-24.6-10.339.3-46.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 65.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 76.9% of variance. Idiosyncratic stock-specific factors contribute 7.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-018524.591291356572
2019-06-019311.474102026377
2019-07-017983.606076685243
2019-08-015114.7542121278
2019-09-015672.131411972723
2019-10-014278.689819075773
2019-11-013836.0658935484093
2019-12-015344.262948986812
2020-01-013688.5252102461145
2020-02-012688.5250226840667
2020-03-01573.770591733878
2020-04-011147.541183467756
2020-05-01754.0983714174945
2020-06-011229.5082992142338
2020-07-011049.1805976814705
2020-08-01918.0330718155699
2020-09-01459.01653590778494
2020-10-01180.32791644760982
2020-11-0154676.9468254717
2020-12-0159249.20216869243
2021-01-0159904.77904171674
2021-02-0190904.38705954413
2021-03-0195557.93393501987
2021-04-01124889.75438787344
2021-05-01143302.02421288492
2021-06-01162611.38543094287
2021-07-01154392.0248277133
2021-08-01146382.18659310232
2021-09-01168071.55409098772
2021-10-01203876.5405880833
2021-11-01203513.08876967864
2021-12-01213849.9626727767
2022-01-01229873.0481417384
2022-02-01225937.22682684966
2022-03-01254511.20041448713
2022-04-01230782.46437999772
2022-05-01282566.48158018774
2022-06-01216557.75738911628
2022-07-01260397.23181124855
2022-08-01290065.232084589
2022-09-01280270.1269093582
2022-10-01313713.2010483218
2022-11-01320037.6822577619
2022-12-01287054.0363914137
2023-01-01300734.3523469358
2023-02-01282458.96697301173
2023-03-01292157.5712325334
2023-04-01308936.14348996826
2023-05-01317643.25328672794
2023-06-01349837.5845979548
2023-07-01356752.347223866
2023-08-01370532.8353255861
2023-09-01371840.58007189503
2023-10-01379297.1114256736
2023-11-01377890.2434561633
2023-12-01387422.5934206859
2024-01-01358359.2972550231
2024-02-01378612.68917023606
2024-03-01423800.2918740555
2024-04-01420804.3055643345
2024-05-01448092.5617885966
2024-06-01405243.53290622955
2024-07-01414862.1567872422
2024-08-01364847.14822122094
2024-09-01320110.8446367914
2024-10-01307501.21683029266
2024-11-01317015.73510386905
2024-12-01290663.9048850348
2025-01-01279551.61465652357
2025-02-01284150.61753616366
2025-03-01283768.54733456514
2025-04-01227150.83073419225
2025-05-01229727.7723066762
2025-06-01247212.5319717329
2025-07-01281620.6152677883
2025-08-01284097.90915557253
2025-09-01256900.64700128612
2025-10-01234537.87093943014
2025-11-01246129.78120824596
2025-12-01243087.90451741318
2026-01-01262860.10300782626
2026-02-01284179.4629185767
2026-03-01372839.6792263841
2026-04-01351362.9808661078
Annual Return Matrix
YearAnnual Return
202010.086505797759287
20212.6093306718951235
20220.34231511104189694
20230.34965039436830714
2024-0.24974973111747512
2025-0.16368045556409616
20260.44541531823085223
Total Factor Risk
0.6523315561397134
VTI.US Exposure
-0.014171714734893018
VEA.US Exposure
-0.002298677166385045
VWO.US Exposure
-0.0012920369785565137
QQQ.US Exposure
0.004691411189972305
VTV.US Exposure
0.008761334703296734
IJR.US Exposure
0.039637127424305134
QUAL.US Exposure
0.021015777463075588
SHV.US Exposure
0.7688900884372192
TLT.US Exposure
0.007030962667145405
LQD.US Exposure
0.014421913122463144
HYG.US Exposure
0.002043999157330719
GLD.US Exposure
0.000038675973891869816
USO.US Exposure
0.07504942653525626
VNQ.US Exposure
-0.002878950518418109
BTC-USD.CC Exposure
-0.00010599503005524028
CPER.US Exposure
0.006487814156838947
VIX.INDX Exposure
-0.003952763056336807
UUP.US Exposure
0.00021418868213599933
TIP.US Exposure
0.0019660952526657665
Idiosyncratic Exposure
0.07445132271904753
Value Score
0
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
45.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
65.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →191.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.80%
Market Cap$8.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$3,409
Avg Yield on Cost
34.09%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$3,40934.09%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+30.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
8.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.53
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Chord Energy Corp a high-risk investment?

Chord Energy Corp (CHRD.US) has an annualized volatility of 65.2% and experienced a maximum drawdown of 98.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CHRD.US?

Over the past 10 years, CHRD.US has generated a Compound Annual Growth Rate (CAGR) of 66.3%. It has had a positive return in 71% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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